-24.7%
LUMN vs EXR
+2,630.3%
-2,655.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +2.5% | -1.2% | +3.7% | +2.9% |
| 30D | +10.3% | -6.2% | +16.5% | +12.5% |
| 3M | -18.3% | -7.4% | -10.9% | -16.7% |
| 6M | +4.4% | -0.5% | +4.9% | +3.9% |
| YTD | -10.7% | +8.1% | -18.8% | -13.7% |
| 1Y | +14.0% | -2.9% | +16.8% | +13.4% |
| 3Y | +406.6% | +22.9% | +383.6% | +368.6% |
| 5Y | -36.8% | -10.2% | -26.6% | -36.5% |
| 10Y | -56.2% | +151.7% | -207.8% | -67.8% |
| All | -24.7% | +2,630.3% | -2,655.0% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling